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The Leverage effect puzzle : Disentangling sources of bias at high frenquency / Yacine Ait-Sahalia, Jianqing Fan and Yingying Li

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Material type: Text

TextSeries: NBER Working Paper ; 17592Publication details: Cambridge NBER 2011Description: 52pSubject(s):

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Item type	Current library	Status	Barcode
Working Papers (Electronic)	IGIDR	Available	E6827

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